+788.2%
TSEM vs BR
+1,286.0%
-497.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.1% |
| 7D | +10.4% | -5.9% | +16.4% | +13.1% |
| 30D | -12.9% | +1.9% | -14.8% | -14.2% |
| 3M | -9.2% | +14.7% | -23.8% | -16.3% |
| 6M | +98.8% | -12.8% | +111.5% | +104.6% |
| YTD | +87.2% | -23.0% | +110.3% | +102.7% |
| 1Y | +239.0% | -31.7% | +270.6% | +287.7% |
| 3Y | +679.5% | -4.8% | +684.3% | +647.6% |
| 5Y | +667.3% | +7.8% | +659.4% | +570.4% |
| 10Y | +1,301.0% | +184.1% | +1,117.0% | +631.0% |
| All | +788.2% | +1,286.0% | -497.8% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling